You won't make it weird to tell him! Just tell him as if he's respectful, he will respect your preferences. If he refuses entirely or says he understands but continues to do it, that'd be very wrong of him. If you want, you could mention it's nothing he's doing in particular with that you dislike and that you dislike it in general, but you never have to say that unless you wish to. Saying it's not for you and you want him to stop alone is totally fine and you should feel welcome to say it

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Give him suggestions of what to do instead

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